+12.3%
SLB vs BAH
+886.2%
-873.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | +0.8% | -3.2% | +4.1% | +1.6% |
| 30D | +15.8% | +2.0% | +13.8% | +15.2% |
| 3M | -0.3% | -7.6% | +7.3% | +1.4% |
| 6M | +21.3% | -5.7% | +27.0% | +22.0% |
| YTD | +52.3% | -11.7% | +64.0% | +54.4% |
| 1Y | +63.6% | -27.4% | +91.0% | +73.8% |
| 3Y | +3.8% | -32.5% | +36.3% | +8.1% |
| 5Y | +128.6% | -3.3% | +132.0% | +111.7% |
| 10Y | -3.1% | +186.0% | -189.1% | -33.5% |
| All | +12.3% | +886.2% | -873.9% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling